PortfoliosLab logoPortfoliosLab logo
GGOV vs. IBGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGOV vs. IBGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Government Bond USD Hedged Active ETF (GGOV) and iShares iBonds Dec 2055 Term Treasury ETF (IBGL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GGOV achieves a 2.69% return, which is significantly higher than IBGL's -0.83% return.


GGOV

1D
0.16%
1M
0.22%
6M
2.94%
YTD
2.69%
1Y
0.46%
3Y*
5Y*
10Y*

IBGL

1D
-0.04%
1M
-1.06%
6M
-1.62%
YTD
-0.83%
1Y
2.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGOV vs. IBGL - Yearly Performance Comparison


Correlation

The correlation between GGOV and IBGL is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.61

The correlation between GGOV and IBGL has been stable across timeframes, ranging from 0.61 to 0.62 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GGOV vs. IBGL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GGOV
GGOV Risk / Return Rank: 1010
Overall Rank
GGOV Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GGOV Sortino Ratio Rank: 99
Sortino Ratio Rank
GGOV Omega Ratio Rank: 99
Omega Ratio Rank
GGOV Calmar Ratio Rank: 1010
Calmar Ratio Rank
GGOV Martin Ratio Rank: 1010
Martin Ratio Rank

IBGL
IBGL Risk / Return Rank: 1111
Overall Rank
IBGL Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IBGL Sortino Ratio Rank: 1111
Sortino Ratio Rank
IBGL Omega Ratio Rank: 1010
Omega Ratio Rank
IBGL Calmar Ratio Rank: 1212
Calmar Ratio Rank
IBGL Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GGOV vs. IBGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond USD Hedged Active ETF (GGOV) and iShares iBonds Dec 2055 Term Treasury ETF (IBGL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GGOVIBGLDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.02

1.03

-0.02

Calmar ratioReturn relative to maximum drawdown

0.07

0.21

-0.14

Martin ratioReturn relative to average drawdown

0.16

0.49

-0.33

GGOV vs. IBGL - Sharpe Ratio Comparison

The current GGOV Sharpe Ratio is 0.06, which is lower than the IBGL Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of GGOV and IBGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GGOV vs. IBGL - Drawdown Comparison

The maximum GGOV drawdown since its inception was -4.69%, smaller than the maximum IBGL drawdown of -9.37%. Use the drawdown chart below to compare losses from any high point for GGOV and IBGL.


Loading charts...

Drawdown Indicators


GGOVIBGLDifference

Max Drawdown

Largest peak-to-trough decline

-4.69%

-9.37%

+4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.69%

-7.23%

+2.54%

Current Drawdown

Current decline from peak

-1.12%

-4.96%

+3.84%

Average Drawdown

Average peak-to-trough decline

-1.54%

-4.00%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

3.08%

-0.96%

Volatility

GGOV vs. IBGL - Volatility Comparison

The current volatility for iShares Global Government Bond USD Hedged Active ETF (GGOV) is 0.95%, while iShares iBonds Dec 2055 Term Treasury ETF (IBGL) has a volatility of 2.79%. This indicates that GGOV experiences smaller price fluctuations and is considered to be less risky than IBGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GGOVIBGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

2.79%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

3.60%

6.47%

-2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

5.27%

9.00%

-3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

10.41%

-5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

10.41%

-5.21%

GGOV vs. IBGL - Expense Ratio Comparison

GGOV has a 0.39% expense ratio, which is higher than IBGL's 0.07% expense ratio.


Dividends

GGOV vs. IBGL - Dividend Comparison

GGOV has not paid dividends to shareholders, while IBGL's dividend yield for the trailing twelve months is around 4.75%.


Frequently Asked Questions


GGOV and IBGL have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBGL has higher volatility (2.79%) compared to GGOV (0.95%). In terms of maximum drawdown, GGOV dropped -4.69% vs IBGL's -9.37%.

On 1-year performance, IBGL leads with 2.88% vs 0.46% for GGOV. On fees, IBGL is cheaper at 0.07% per year. On volatility, GGOV has been the lower-risk option at 0.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBGL has performed better with a 2.88% return vs 0.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGL is cheaper with a 0.07% expense ratio, compared with 0.39% for GGOV.

IBGL has the higher dividend yield at 4.75%, compared with 0.00% for GGOV.

GGOV is categorized as Global Bonds, while IBGL is Government Bonds. Their fees differ too: 0.39% for GGOV and 0.07% for IBGL.

IBGL currently has the higher Sharpe Ratio (0.17 vs 0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GGOV and IBGL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer